By asxiq on June 13, 2012
Odds for RBA (Reserve Bank of Australia) Interest Rate Cut for 3 consecutive months Currently the ASX Target Rate Tracker – July 2012 is showing odds of more than 75% consistently during the last 5 days for an ASX Target Rate to decrease to 3.25%, we looked the odds for a 3rd consecutive RBA interest rate cut , by looking in to the [...]
Posted in economic data release | Tagged interest rate cut, RBA |
By asxiq on June 5, 2012
That was the 37th time RBA has cut interest rates since Jan 1990, below the table with analysis of how Australian Dollar (AUD ) performed against United States Dollar (USD ) on the day of rate cut announcement. The table below has three more columns namely t+1 % , which is the change % after [...]
Posted in investment research, quantitative trading, trading strategies | Tagged AUD, AUDUSD, interest rate cut, RBA, USD |
By asxiq on June 4, 2012
S&P/ASX 200 Financials (XFJ) movement when RBA cuts interest rate as shown in the below table , the details of S&P /ASX 200Financials ( XJO ) Index on the day when Reserve Bank of Australia ( RBA) cuts the interest rate 8/12 times XFJ had gained ( since XFJ is data is available with us , i.e since July 2001) [...]
Posted in investment research, trading strategies | Tagged asx 200 financials, interest rate cut, RBA |
By asxiq on June 4, 2012
as almost everyone out there , betting on an interest rate cut from tomorrow’s RBA meeting in the range of 0.25% (Not a Media Release From the RBA: 5 June 2012) ) to 0.5% (Pascometer burns red on a 50 bps rate cut), below table with the details of All Ordinaries index (All Ords) change and change% [...]
Posted in investment research, quantitative trading, trading strategies | Tagged all ords, interest rate cut, RBA |
By asxiq on June 4, 2012
XJO movement on the day of RBA monetary policy meeting since Jan 2011 as shown in the below table , the details of S&P /ASX 200 ( XJO ) Index on the day when Reserve Bank of Australia ( RBA) meets for the monthly monetary policy meeting, 12/15 XJO has fallen against on the day [...]
Posted in quantitative trading | Tagged RBA, XJO |
By asxiq on June 3, 2012
AUD change (%) against major currencies on RBA policy meeting day since Jan 2011 extending the below study against all the major currencies, few highlights are AUD has lost 13/15 times aginst UK sterling pound on the day of RBA monetary policy meeting day since Jan 2011 AUD has lost an average of -0.67% ( the highest average [...]
Posted in quantitative trading | Tagged AUD, Forex, RBA |
By asxiq on June 3, 2012
AUD movement on the day of RBA monetary policy meeting since Jan 2011 as shown in the below table , the details of Australian Dollar movement against United States Dollar on the day when Reserve Bank of Australia ( RBA) meets for the monthly monetary policy meeting, 12/15 AUD has fallen against USD on the day [...]
Posted in quantitative trading | Tagged AUD, Forex, RBA |
By asxiq on May 1, 2012
All Ords index changes after RBA cuts interest rates. This is the 14th time Reserve Bank of Australia (RBA) cutting interest rates since 2001. We looked at how “All Ordinaries Index” ( All Ords) fares the next day , next week , next 10 trading days and next 20 trading days. As shown below, the [...]
Posted in investment research, trading strategies | Tagged all ords, interest rate cut, RBA |
By asxiq on April 30, 2012
XJO performance on RBA meeting days with the Reserve Bank of Australia Board due to meet tomorrow , we looked at how XJO performed on the RBA meeting day. Since 2011 XJO ( S&P ASX 200 index) lost 12 out 14 times , with an average loss ( including the gaining days) of -28.74 points or [...]
Posted in investment research | Tagged RBA, XJO |
By asxiq on December 6, 2011
What interest rate cut really mean for the Australian stock market The Reserve Bank of Australia today cut the official cash rate from 4.5 per cent to 4.25 per cent at its final meeting for 2011. This is 13′ th interest rate cut decision since Feb 2001. It may be wise, as a stock market [...]
Posted in investment research, quantitative trading, trading strategies | Tagged all ords, Australia, interest rate cut, RBA |
